+1,561.5%
QQQ vs XLY
+964.4%
+597.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.1% |
| 7D | -0.6% | -1.7% | +1.1% | +0.9% |
| 30D | -1.2% | -4.2% | +3.0% | +2.3% |
| 3M | -0.2% | -2.7% | +2.5% | +1.7% |
| 6M | +17.9% | -0.6% | +18.6% | +17.9% |
| YTD | +16.6% | -5.0% | +21.7% | +21.1% |
| 1Y | +23.0% | -4.1% | +27.1% | +26.4% |
| 3Y | +92.9% | +33.6% | +59.4% | +47.6% |
| 5Y | +95.6% | +28.7% | +66.9% | +52.9% |
| 10Y | +570.4% | +219.6% | +350.8% | +143.0% |
| All | +1,561.5% | +964.4% | +597.1% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling